Research shows that omega-3 polyunsaturated fatty acids have beneficial effects on depression, with dietary sources including wild salmon, mackerel, tuna, herring, sardines, oysters, anchovies, walnuts, flaxseed, hemp, sunflower, chia, and pumpkin seeds, Willeumier notes. This is another option that can be supplemented; check out these high-quality omega-3 supplements to start.